Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47849.6 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46454.65 Kr¶

PnL: ---------------------------------------> -433.92 Kr¶

DD now: ---------------------------------> -1.605 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 15:58:15.310237'

Anic Portfolio¶

This Week¶

Return: -0.126 %¶

Total¶

Return: 56.657 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.810000 3234.400000 263.400000 8.870000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 1.350000 621.860000 44.860000 7.770000 576.999999
AcadeMedia 12 1.440000 601.800000 44.800000 8.040000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.550000 394.100000 39.100000 11.010000 355.000000
HMS Networks 2 3.910000 711.600000 38.600000 5.740000 673.000000
MedCap 2 3.150000 459.000000 38.000000 9.030000 421.000000
Boozt 12 0.280000 1690.800000 36.800000 2.220000 1653.999996
Resurs Holding 22 -0.110000 600.380000 26.380000 4.600000 573.999998
OEM International B 7 0.260000 547.400000 19.400000 3.670000 527.999997
Norva24 Group 16 0.290000 561.600000 18.600000 3.430000 543.000000
Intrum 4 1.720000 545.200000 18.200000 3.450000 527.000000
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
SAAB B 8 -1.420000 3391.200000 14.200000 0.420000 3377.000000
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Securitas B 6 2.090000 575.760000 5.760000 1.010000 570.000000
Swedbank A 3 -0.160000 566.400000 2.400000 0.430000 564.000000
CTEK 13 1.030000 535.470000 1.470000 0.280000 533.999999
Samhällsbyggnadsbo. i Norden D 12 2.390000 246.720000 0.720000 0.290000 246.000000
Creaspac SPAC 6 -0.100000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.000000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 2.700000 575.190000 -7.810000 -1.340000 582.999984
Essity B 2 -2.420000 563.400000 -10.600000 -1.850000 574.000000
Nordea Bank Abp 29 -0.270000 3439.400000 -14.600000 -0.420000 3453.999992
International Petroleum Corp. 5 4.560000 573.000000 -21.570000 -3.630000 594.565215
Essity A 4 -2.090000 1126.000000 -23.000000 -2.000000 1149.000000
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 -1.670000 547.200000 -65.800000 -10.730000 612.999432
Axfood 13 -0.140000 3655.600000 -100.400000 -2.670000 3756.000001
OX2 18 -0.810000 1437.300000 -226.700000 -13.620000 1663.999992
Fasadgruppen Group 35 0.100000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 -0.720000 2860.000000 -502.000000 -14.930000 3361.999992
TOTAL 46457.730000 -430.840000 -1.59821% 46888.564618

Updated:¶

'2023-01-23 15:57:02.920533'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶